MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,965: 1,945 947 2,098 16,933 13,023 20,976 16,068: 4,989 9,897
Old : 25,965: 1,945 947 2,098 16,933 13,023 20,976 16,068: 4,989 9,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,644: 684 -2,385 335 607 3,580 1,625 1,530: 19 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.6 8.1 65.2 50.2 80.8 61.9: 19.2 38.1
Old : 100.0: 7.5 3.6 8.1 65.2 50.2 80.8 61.9: 19.2 38.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 9 3 7 18 16 29 24:
Old : 38: 9 3 7 18 16 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 28.5 62.6 41.4 40.5 26.2 60.7 37.0
Old : 40.6 28.5 62.6 41.4 40.5 26.2 60.7 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 133,475: 25,935 14,289 24,864 61,679 58,176 112,478 97,328: 20,997 36,147
Old : 132,628: 25,819 14,258 24,794 61,523 57,940 112,136 96,992: 20,493 35,637
Other: 847: 182 97 4 156 236 342 337: 505 510
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,060: -352 1,720 -6,381 7,106 3,726 374 -934: 686 1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.7 18.6 46.2 43.6 84.3 72.9: 15.7 27.1
Old : 100.0: 19.5 10.8 18.7 46.4 43.7 84.5 73.1: 15.5 26.9
Other: 100.0: 21.5 11.4 0.5 18.4 27.9 40.4 39.8: 59.6 60.2
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 51 68 74 29 40 135 143:
Old : 187: 53 66 74 28 40 134 143:
Other: 17: 1 5 1 4 8 6 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 24.6 43.8 32.2 32.1 24.3 43.7 30.8
Old : 32.3 24.8 44.0 32.3 32.3 24.5 44.0 31.1
Other: 39.8 26.7 40.4 37.3 38.9 26.7 39.0 37.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,167: 379 716 436 492 330 1,307 1,482: 859 684
Old : 2,167: 379 716 436 492 330 1,307 1,482: 859 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -177: -80 -118 12 -81 48 -149 -58: -27 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 33.1 20.1 22.7 15.2 60.3 68.4: 39.7 31.6
Old : 100.0: 17.5 33.1 20.1 22.7 15.2 60.3 68.4: 39.7 31.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 17 11 7 5 24 23:
Old : 32: 7 17 11 7 5 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 32.0 41.9 49.4 22.4 26.4 33.8 35.7
Old : 25.5 32.0 41.9 49.4 22.4 26.4 33.8 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 240,989: 71,717 14,307 46,292 94,582 110,361 212,590 170,960: 28,399 70,030
Old : 240,989: 71,717 14,307 46,292 94,582 110,361 212,590 170,960: 28,399 70,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 15,859: -711 762 5,759 6,493 2,197 11,541 8,718: 4,319 7,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 5.9 19.2 39.2 45.8 88.2 70.9: 11.8 29.1
Old : 100.0: 29.8 5.9 19.2 39.2 45.8 88.2 70.9: 11.8 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 97 59 85 82 137 240 236:
Old : 318: 97 59 85 82 137 240 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 13.3 29.1 19.5 18.8 8.3 28.3 13.0
Old : 18.9 13.3 29.1 19.5 18.8 8.3 28.3 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,986: 3,447 204 608 753 4,341 4,809 5,154: 2,177 1,833
Old : 6,986: 3,447 204 608 753 4,341 4,809 5,154: 2,177 1,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,263: 1,012 11 203 5 841 1,220 1,055: 43 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 2.9 8.7 10.8 62.1 68.8 73.8: 31.2 26.2
Old : 100.0: 49.3 2.9 8.7 10.8 62.1 68.8 73.8: 31.2 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 32 10 13 15 33 54 49:
Old : 77: 32 10 13 15 33 54 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 27.6 36.9 38.6 26.6 27.6 35.8 35.4
Old : 26.7 27.6 36.9 38.6 26.6 27.6 35.8 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 38,736: 14,870 1,087 6,319 10,733 12,185 31,922 19,591: 6,815 19,145
Old : 38,736: 14,870 1,087 6,319 10,733 12,185 31,922 19,591: 6,815 19,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 509: 301 64 -427 391 44 264 -319: 245 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 2.8 16.3 27.7 31.5 82.4 50.6: 17.6 49.4
Old : 100.0: 38.4 2.8 16.3 27.7 31.5 82.4 50.6: 17.6 49.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 55 20 36 59 77 132 122:
Old : 176: 55 20 36 59 77 132 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 10.5 26.6 16.0 15.2 7.6 23.8 11.7
Old : 16.7 10.5 26.6 16.0 15.2 7.6 23.8 11.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 104,229: 32,230 9,134 2,710 29,055 76,893 63,994 88,738: 40,234 15,491
Old : 104,229: 32,230 9,134 2,710 29,055 76,893 63,994 88,738: 40,234 15,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -7,475: -13,913 -1,253 965 1,909 -5,316 -11,038 -5,604: 3,563 -1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.8 2.6 27.9 73.8 61.4 85.1: 38.6 14.9
Old : 100.0: 30.9 8.8 2.6 27.9 73.8 61.4 85.1: 38.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 26 13 4 25 24 52 40:
Old : 75: 26 13 4 25 24 52 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 44.1 26.3 60.4 17.2 44.0 26.0 58.5
Old : 17.2 44.1 26.3 60.4 17.2 44.0 26.0 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 79,731: 24,358 24,378 0 41,059 39,837 65,417 64,215: 14,314 15,516
Old : 79,731: 24,358 24,378 0 41,059 39,837 65,417 64,215: 14,314 15,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,794: 9,356 -7,135 0 -12,789 15,812 -3,433 8,677: 5,227 -6,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 30.6 0.0 51.5 50.0 82.0 80.5: 18.0 19.5
Old : 100.0: 30.6 30.6 0.0 51.5 50.0 82.0 80.5: 18.0 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 16 0 10 15 18 31:
Old : 43: 8 16 0 10 15 18 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 38.4 68.4 53.0 42.3 38.3 66.0 53.0
Old : 44.1 38.4 68.4 53.0 42.3 38.3 66.0 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 96,161: 43,411 3,272 220 45,713 90,332 89,344 93,824: 6,817 2,337
Old : 96,161: 43,411 3,272 220 45,713 90,332 89,344 93,824: 6,817 2,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,331: 5,031 706 0 -984 3,721 4,047 4,427: 284 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 3.4 0.2 47.5 93.9 92.9 97.6: 7.1 2.4
Old : 100.0: 45.1 3.4 0.2 47.5 93.9 92.9 97.6: 7.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 44 9 1 18 15 62 25:
Old : 79: 44 9 1 18 15 62 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 75.3 51.4 90.1 22.8 54.4 39.4 65.3
Old : 30.4 75.3 51.4 90.1 22.8 54.4 39.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 79,579: 17,157 21,855 1,128 46,312 37,266 64,597 60,249: 14,982 19,330
Old : 79,579: 17,157 21,855 1,128 46,312 37,266 64,597 60,249: 14,982 19,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 7,675: 4,114 -6,298 206 3,324 16,729 7,644 10,637: 31 -2,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 27.5 1.4 58.2 46.8 81.2 75.7: 18.8 24.3
Old : 100.0: 21.6 27.5 1.4 58.2 46.8 81.2 75.7: 18.8 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 14 5 19 14 37 32:
Old : 57: 17 14 5 19 14 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 45.4 54.5 58.0 38.0 43.1 51.7 53.3
Old : 38.3 45.4 54.5 58.0 38.0 43.1 51.7 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 214,485: 28,022 50,090 5,658 141,639 131,376 175,320 187,123: 39,165 27,361
Old : 214,485: 28,022 50,090 5,658 141,639 131,376 175,320 187,123: 39,165 27,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 14,059: 8,140 2,966 -143 -2,588 11,222 5,408 14,045: 8,651 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 23.4 2.6 66.0 61.3 81.7 87.2: 18.3 12.8
Old : 100.0: 13.1 23.4 2.6 66.0 61.3 81.7 87.2: 18.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 23 32 6 21 27 46 63:
Old : 90: 23 32 6 21 27 46 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 33.8 62.4 47.4 36.4 20.7 43.3 31.8
Old : 48.6 33.8 62.4 47.4 36.4 20.7 43.3 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 143,748: 40,787 19,569 12,224 37,599 65,018 90,609 96,811: 53,139 46,938
Old : 143,748: 40,787 19,569 12,224 37,599 65,018 90,609 96,811: 53,139 46,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,553: 5,999 -4,696 -2,288 -2,814 14,290 897 7,305: 3,656 -2,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 13.6 8.5 26.2 45.2 63.0 67.3: 37.0 32.7
Old : 100.0: 28.4 13.6 8.5 26.2 45.2 63.0 67.3: 37.0 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 40 29 27 22 30 73 76:
Old : 106: 40 29 27 22 30 73 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 26.3 27.1 35.5 16.6 24.7 25.0 33.6
Old : 18.0 26.3 27.1 35.5 16.6 24.7 25.0 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 13,013: 8,659 4,915 251 3,100 6,628 12,010 11,794: 1,003 1,219
Old : 13,013: 8,659 4,915 251 3,100 6,628 12,010 11,794: 1,003 1,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 824: 501 1,594 251 26 -1,229 778 616: 46 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 37.8 1.9 23.8 50.9 92.3 90.6: 7.7 9.4
Old : 100.0: 66.5 37.8 1.9 23.8 50.9 92.3 90.6: 7.7 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 3 1 8 6 14 9:
Old : 21: 5 3 1 8 6 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 80.9 82.9 89.9 69.8 79.1 82.9 86.2
Old : 69.8 80.9 82.9 89.9 69.8 79.1 82.9 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 57,744: 20,162 721 0 29,309 48,010 49,471 48,731: 8,273 9,013
Old : 57,744: 20,162 721 0 29,309 48,010 49,471 48,731: 8,273 9,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 9,830: 2,521 0 0 8,364 9,352 10,885 9,352: -1,055 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 1.2 0.0 50.8 83.1 85.7 84.4: 14.3 15.6
Old : 100.0: 34.9 1.2 0.0 50.8 83.1 85.7 84.4: 14.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 1 0 10 13 15 14:
Old : 23: 5 1 0 10 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 55.2 74.1 74.6 58.7 52.7 74.1 68.3
Old : 58.7 55.2 74.1 74.6 58.7 52.7 74.1 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,327,372: 624,530 789,581 4,882,683 7,829,906 7,197,478 13,337,119 12,869,742: 990,253 1,457,630
Old :14,327,372: 624,530 789,581 4,882,683 7,829,906 7,197,478 13,337,119 12,869,742: 990,253 1,457,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 763,145: 7,230 -107,002 511,315 180,790 271,784 699,334 676,097: 63,810 87,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.5 34.1 54.6 50.2 93.1 89.8: 6.9 10.2
Old : 100.0: 4.4 5.5 34.1 54.6 50.2 93.1 89.8: 6.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 54 65 102 137 148 252 263:
Old : 284: 54 65 102 137 148 252 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 17.0 37.9 27.7 22.0 9.1 26.0 13.9
Old : 24.3 17.0 37.9 27.7 22.0 9.1 26.0 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 726,127: 66,652 40,290 38,360 467,779 509,967 572,791 588,617: 153,336 137,510
Old : 726,127: 66,652 40,290 38,360 467,779 509,967 572,791 588,617: 153,336 137,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 25,859: 805 334 6,726 9,002 -1,014 16,534 6,046: 9,325 19,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.5 5.3 64.4 70.2 78.9 81.1: 21.1 18.9
Old : 100.0: 9.2 5.5 5.3 64.4 70.2 78.9 81.1: 21.1 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 44 44 57 85 62 167 125:
Old : 198: 44 44 57 85 62 167 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 27.6 26.2 40.7 18.8 27.2 26.1 40.3
Old : 18.9 27.6 26.2 40.7 18.8 27.2 26.1 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,193,406: 192,530 318,600 38,069 635,126 712,930 865,725 1,069,599: 327,681 123,807
Old : 1,193,406: 192,530 318,600 38,069 635,126 712,930 865,725 1,069,599: 327,681 123,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 89,706: -10,837 36,872 9,020 76,353 25,999 74,536 71,892: 15,170 17,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 26.7 3.2 53.2 59.7 72.5 89.6: 27.5 10.4
Old : 100.0: 16.1 26.7 3.2 53.2 59.7 72.5 89.6: 27.5 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 57 57 36 70 60 153 127:
Old : 209: 57 57 36 70 60 153 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 30.1 29.4 45.8 17.3 28.8 23.8 41.7
Old : 20.6 30.1 29.4 45.8 17.3 28.8 23.8 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,123: 2,010 1,052 0 5,821 10,165 7,831 11,217: 4,292 906
Old : 12,123: 2,010 1,052 0 5,821 10,165 7,831 11,217: 4,292 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -140: 28 0 0 46 2 74 2: -214 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 8.7 0.0 48.0 83.8 64.6 92.5: 35.4 7.5
Old : 100.0: 16.6 8.7 0.0 48.0 83.8 64.6 92.5: 35.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 1 15 12 19 15:
Old : 28: 4 2 1 15 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 55.3 45.1 78.6 29.4 54.1 45.0 77.0
Old : 29.4 55.3 45.1 78.6 29.4 54.1 45.0 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 45,214: 7,748 9,667 0 31,769 32,682 39,517 42,349: 5,697 2,865
Old : 45,214: 7,748 9,667 0 31,769 32,682 39,517 42,349: 5,697 2,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 859: -363 -145 0 1,230 2,066 867 1,921: -8 -1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 21.4 0.0 70.3 72.3 87.4 93.7: 12.6 6.3
Old : 100.0: 17.1 21.4 0.0 70.3 72.3 87.4 93.7: 12.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 8 5 0 22 19 30 24:
Old : 47: 8 5 0 22 19 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 50.4 65.8 73.7 51.7 49.7 64.7 73.0
Old : 51.7 50.4 65.8 73.7 51.7 49.7 64.7 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 59,938: 16,078 8,027 426 31,889 44,663 48,393 53,116: 11,545 6,822
Old : 59,938: 16,078 8,027 426 31,889 44,663 48,393 53,116: 11,545 6,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,245: 1,884 -2,130 130 4,205 2,455 6,219 455: -4,974 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 13.4 0.7 53.2 74.5 80.7 88.6: 19.3 11.4
Old : 100.0: 26.8 13.4 0.7 53.2 74.5 80.7 88.6: 19.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 16 13 2 34 27 51 41:
Old : 80: 16 13 2 34 27 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 39.3 45.1 57.6 30.2 34.9 42.9 50.3
Old : 30.2 39.3 45.1 57.6 30.2 34.9 42.9 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 351,477: 109,273 128,413 6,791 215,701 195,863 331,764 331,067: 19,712 20,409
Old : 351,477: 109,273 128,413 6,791 215,701 195,863 331,764 331,067: 19,712 20,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 26,818: -3,542 23,734 2,708 39,647 31,383 38,813 57,825: -11,995 -31,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 36.5 1.9 61.4 55.7 94.4 94.2: 5.6 5.8
Old : 100.0: 31.1 36.5 1.9 61.4 55.7 94.4 94.2: 5.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 78 65 17 44 38 131 111:
Old : 209: 78 65 17 44 38 131 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 38.8 52.4 55.7 33.7 28.1 44.6 44.2
Old : 40.3 38.8 52.4 55.7 33.7 28.1 44.6 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 56,232: 26,703 4,969 0 12,877 39,637 39,580 44,606: 16,652 11,627
Old : 56,232: 26,703 4,969 0 12,877 39,637 39,580 44,606: 16,652 11,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -4,613: 5,587 -9,037 0 -12,425 10,552 -6,838 1,515: 2,225 -6,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 8.8 0.0 22.9 70.5 70.4 79.3: 29.6 20.7
Old : 100.0: 47.5 8.8 0.0 22.9 70.5 70.4 79.3: 29.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 5 0 8 15 23 20:
Old : 41: 15 5 0 8 15 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 40.3 46.8 60.2 35.8 40.3 46.4 58.9
Old : 35.8 40.3 46.8 60.2 35.8 40.3 46.4 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 28,505: 5,063 5,306 2 18,893 15,932 23,958 21,241: 4,548 7,265
Old : 28,505: 5,063 5,306 2 18,893 15,932 23,958 21,241: 4,548 7,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -375: 199 103 0 -296 69 -97 172: -278 -547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 18.6 0.0 66.3 55.9 84.0 74.5: 16.0 25.5
Old : 100.0: 17.8 18.6 0.0 66.3 55.9 84.0 74.5: 16.0 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 2 12 1 27 24 30 36:
Old : 57: 2 12 1 27 24 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 24.2 56.9 38.1 36.9 21.9 51.3 33.3
Old : 36.9 24.2 56.9 38.1 36.9 21.9 51.3 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 280,927: 35,796 53,310 3,853 218,342 209,432 257,991 266,594: 22,936 14,333
Old : 280,927: 35,796 53,310 3,853 218,342 209,432 257,991 266,594: 22,936 14,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 3,298: 7,204 1,461 1,423 -2,342 -3,975 6,285 -1,092: -2,986 4,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 19.0 1.4 77.7 74.6 91.8 94.9: 8.2 5.1
Old : 100.0: 12.7 19.0 1.4 77.7 74.6 91.8 94.9: 8.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 32 67 22 35 54 83 127:
Old : 168: 32 67 22 35 54 83 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 31.9 67.8 47.2 55.8 31.7 63.3 45.4
Old : 57.7 31.9 67.8 47.2 55.8 31.7 63.3 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 64,561: 12,255 19,268 5,418 33,120 30,270 50,793 54,956: 13,768 9,605
Old : 64,561: 12,255 19,268 5,418 33,120 30,270 50,793 54,956: 13,768 9,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 3,303: 2,680 -892 544 -373 2,570 2,851 2,222: 452 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 29.8 8.4 51.3 46.9 78.7 85.1: 21.3 14.9
Old : 100.0: 19.0 29.8 8.4 51.3 46.9 78.7 85.1: 21.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 26 20 7 18 21 50 46:
Old : 85: 26 20 7 18 21 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 32.3 47.8 48.2 37.1 31.0 45.2 45.4
Old : 37.3 32.3 47.8 48.2 37.1 31.0 45.2 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,512: 16,791 4,953 0 14,974 13,974 31,765 18,927: 3,747 16,585
Old : 35,512: 16,791 4,953 0 14,974 13,974 31,765 18,927: 3,747 16,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 3,721: -563 529 -10 4,099 2,975 3,526 3,494: 195 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 13.9 0.0 42.2 39.4 89.4 53.3: 10.6 46.7
Old : 100.0: 47.3 13.9 0.0 42.2 39.4 89.4 53.3: 10.6 46.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 10 0 16 9 30 19:
Old : 46: 14 10 0 16 9 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 34.8 61.3 44.8 41.2 26.4 55.4 34.2
Old : 45.0 34.8 61.3 44.8 41.2 26.4 55.4 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 33,887: 442 2,397 1,106 16,367 26,575 17,915 30,078: 15,972 3,809
Old : 33,887: 442 2,397 1,106 16,367 26,575 17,915 30,078: 15,972 3,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -1,939: -230 -734 0 -988 614 -1,218 -120: -721 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.1 3.3 48.3 78.4 52.9 88.8: 47.1 11.2
Old : 100.0: 1.3 7.1 3.3 48.3 78.4 52.9 88.8: 47.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 10 2 18 23 23 34:
Old : 42: 3 10 2 18 23 23 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 42.5 44.2 62.8 6.1 25.6 8.2 33.8
Old : 34.8 42.5 44.2 62.8 6.1 25.6 8.2 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2006